+187.9%
BR vs SPY
+318.9%
-131.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.6% |
| 7D | -6.0% | -2.0% | -4.0% | -4.4% |
| 30D | -0.9% | -1.7% | +0.8% | +0.5% |
| 3M | +16.4% | +4.7% | +11.6% | +11.8% |
| 6M | -8.2% | +12.5% | -20.7% | -17.0% |
| YTD | -23.2% | +11.7% | -34.9% | -30.4% |
| 1Y | -30.9% | +17.5% | -48.4% | -40.1% |
| 3Y | -5.0% | +76.6% | -81.6% | -42.9% |
| 5Y | +8.8% | +82.0% | -73.3% | -36.6% |
| All | +187.9% | +318.9% | -131.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling